International transmission of shocks and African forex markets

Author:

Huang Shoujun,Bossman Ahmed,Gubareva Mariya,Teplova Tamara

Funder

Fundacao para a Ciencia e a Tecnologia

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference63 articles.

1. Exploring the dynamic connectedness between commodities and African equities;Agyei;Cogent Econ. Fin.,2023

2. Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities;Agyei;Emerg. Mark. Rev.,2023

3. African equity markets' exposure to oil and other commodities - implications for global portfolio diversification;Alagidede;J. Econ. Financ.,2021

4. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Fin. Manag.,2020

5. Dynamic connectedness among the implied volatilities of oil prices and financial assets: new evidence of the COVID-19 pandemic;Antonakakis;Int. Rev. Econ. Financ.,2023

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